Autocorrelation Function | |||
Time lag k | ACF(k) | T-STAT | P-value |
1 | 0.363506 | 3.3316 | 0.000643 |
2 | 0.044052 | 0.4037 | 0.343714 |
3 | -0.12229 | -1.1208 | 0.132782 |
4 | -0.177569 | -1.6275 | 0.053693 |
5 | -0.190564 | -1.7465 | 0.042186 |
6 | -0.073214 | -0.671 | 0.252026 |
7 | 0.064547 | 0.5916 | 0.277861 |
8 | 0.032768 | 0.3003 | 0.382338 |
9 | 0.099473 | 0.9117 | 0.182273 |
10 | -0.087425 | -0.8013 | 0.212619 |
11 | -0.369297 | -3.3847 | 0.000543 |
12 | -0.474287 | -4.3469 | 1.9e-05 |
13 | -0.11077 | -1.0152 | 0.156457 |
14 | 0.178515 | 1.6361 | 0.052778 |
15 | 0.239992 | 2.1996 | 0.015293 |
16 | 0.323715 | 2.9669 | 0.001958 |
17 | 0.216099 | 1.9806 | 0.025456 |
18 | 0.068825 | 0.6308 | 0.264944 |
19 | -0.022489 | -0.2061 | 0.418599 |
Partial Autocorrelation Function | |||
Time lag k | PACF(k) | T-STAT | P-value |
1 | 0.363506 | 3.3316 | 0.000643 |
2 | -0.101496 | -0.9302 | 0.17746 |
3 | -0.119957 | -1.0994 | 0.137362 |
4 | -0.099382 | -0.9108 | 0.182491 |
5 | -0.10883 | -0.9974 | 0.160707 |
6 | 0.019107 | 0.1751 | 0.430703 |
7 | 0.06602 | 0.6051 | 0.273377 |
8 | -0.069639 | -0.6383 | 0.262523 |
9 | 0.089479 | 0.8201 | 0.207242 |
10 | -0.194135 | -1.7793 | 0.039406 |
11 | -0.343827 | -3.1512 | 0.001127 |
12 | -0.302028 | -2.7681 | 0.003467 |
13 | 0.142629 | 1.3072 | 0.097353 |
14 | 0.190639 | 1.7472 | 0.042126 |
15 | 0.03443 | 0.3156 | 0.376561 |
16 | 0.107507 | 0.9853 | 0.163649 |
17 | 0.005908 | 0.0541 | 0.478473 |
18 | 0.004739 | 0.0434 | 0.482728 |
19 | 0.072409 | 0.6636 | 0.25437 |